Article ID: | iaor20012525 |
Country: | United States |
Volume: | 46 |
Issue: | 7 |
Start Page Number: | 999 |
End Page Number: | 1008 |
Publication Date: | Jul 2000 |
Journal: | Management Science |
Authors: | Bertsimas Dimitris, Tayur Sridhar, Perakis Georgia |
Keywords: | computational analysis |
We propose a new algorithm for solving integer programming (IP) problems that is based on ideas from algebraic geometry. The method provides a natural generalization of the Farkas lemma for IP, leads to a way of performing sensitivity analysis, offers a systematic enumeration of all feasible solutions, and gives structural information of the feasible set of a given IP. We provide several examples that offer insights on the algorithm and its properties.